Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.615 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49339.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43406.06 Kr¶

PnL: ---------------------------------------> -1469.52 Kr¶

DD now: ---------------------------------> -7.118 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 17:11:57.089225'

Anic Portfolio¶

Today¶

Return: 0.244 %¶

This Week¶

Return: -2.783 %¶

Total portfolio value¶

Return including deposits: 61.523 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.480000 1524.910000 101.910000 7.160000 1423.000014
Hennes & Mauritz B 6 1.770000 933.120000 21.120000 2.320000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.710000 956.200000 6.200000 0.650000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.440000 899.500000 -4.500000 -0.500000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Bufab 3 0.110000 1059.600000 -16.400000 -1.520000 1076.000001
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
OX2 12 -0.540000 886.200000 -22.800000 -2.510000 909.000000
AcadeMedia 20 -1.200000 954.400000 -23.600000 -2.410000 978.000000
Vitrolife 3 -0.820000 652.800000 -24.200000 -3.570000 677.000001
Alimak Group 12 -0.120000 981.600000 -25.400000 -2.520000 1007.000004
Hexatronic Group 15 0.090000 1042.200000 -28.800000 -2.690000 1071.000000
Investor B 3 -0.430000 626.100000 -31.900000 -4.850000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -1.070000 813.200000 -34.800000 -4.100000 848.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
EQT 4 0.870000 834.800000 -38.200000 -4.380000 873.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Sagax B 4 -1.360000 844.000000 -41.000000 -4.630000 885.000000
SKF B 5 -0.640000 938.500000 -41.500000 -4.230000 980.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Gränges 10 -2.280000 995.800000 -43.200000 -4.160000 1039.000000
Catena 2 -0.260000 760.800000 -45.200000 -5.610000 806.000000
HEXPOL B 8 0.720000 893.600000 -63.400000 -6.620000 957.000000
Orrön Energy 170 -2.070000 1934.600000 -111.400000 -5.440000 2045.999980
Hexagon B 26 -0.970000 3305.900000 -114.100000 -3.340000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43405.930000 -1469.650000 -7.12313% 44875.578016

Updated:¶

'2023-06-22 17:10:47.229586'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶